VIX is based on model-free variance swap formula
所有跟帖:
• yeah! it is also the expected realized variance in the next 30 d -nj_guy- ♂ (0 bytes) () 10/31/2014 postreply 11:38:42
• 又是个基本概念错误, -WSLama- ♂ (122 bytes) () 10/31/2014 postreply 12:03:08
• yeah! it is also the expected realized variance in the next 30 d -nj_guy- ♂ (0 bytes) () 10/31/2014 postreply 11:38:42
• 又是个基本概念错误, -WSLama- ♂ (122 bytes) () 10/31/2014 postreply 12:03:08